We compare subjective well-being measures collected with a web and telephone surveys to test whether survey mode affects people's evaluations of their well-being. We use unique, nationally representative data from Luxembourg which contains five measures of subjective well-being collected through web and telephone surveys. Oaxaca decomposition and multinomial logit with Coarsened Exact Matching indicate that the survey mode affects peoples' well-being scores. Web respondents are more likely to report low well-being and less likely to report the neutral category. However, the consequences for statistical inference are negligible. Our results support the view that web and telephone surveys are comparable tools for collecting subjective data, such as people's well-being.